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Penguin Solutions Inc. options imply 12.2% move in share price post-earnings

Pre-earnings options volume in Penguin Solutions (PENG) Inc. is 8.4x normal with calls leading puts 9:4. Implied volatility suggests the market is anticipating a move near 12.2%, or $3.44, after results are released. Median move over the past eight quarters is 10.3%.

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